FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 27100 CE | ||||||||||
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Delta: 0.01
Vega: 0.97
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 3.75 | -2.50 | 32.06 | 1,018.846 | 126.923 | 1,244.231 | |||
| 19 Dec | 23906.60 | 6.25 | -3.00 | 30.05 | 1,600 | 14.231 | 1,117.308 | |||
| 18 Dec | 24198.35 | 9.25 | 2.05 | 27.73 | 1,151.923 | -98.462 | 1,103.077 | |||
| 17 Dec | 24498.90 | 7.2 | 0.85 | 23.58 | 2,901.154 | -195 | 1,204.231 | |||
| 16 Dec | 24857.00 | 6.35 | 0.00 | 19.55 | 1,726.538 | 186.154 | 1,401.923 | |||
| 13 Dec | 24880.40 | 6.35 | -2.15 | 17.11 | 1,753.846 | -191.154 | 1,213.846 | |||
| 12 Dec | 24726.95 | 8.5 | -0.60 | 18.61 | 1,217.692 | 43.846 | 1,422.692 | |||
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| 11 Dec | 24803.05 | 9.1 | 1.30 | 17.80 | 2,135 | 583.462 | 1,381.538 | |||
| 10 Dec | 24802.95 | 7.8 | 0.45 | 16.79 | 3,054.231 | 116.923 | 806.154 | |||
| 9 Dec | 24722.60 | 7.35 | -0.50 | 16.81 | 2,006.154 | 36.923 | 681.923 | |||
| 6 Dec | 24703.70 | 7.85 | -1.10 | 16.00 | 4,048.462 | 30 | 638.846 | |||
| 5 Dec | 24731.25 | 8.95 | 2.45 | 15.71 | 4,611.923 | -117.692 | 585 | |||
| 4 Dec | 24562.60 | 6.5 | 2.05 | 15.81 | 1,894.231 | -9.615 | 712.692 | |||
| 3 Dec | 24296.55 | 4.45 | 0.40 | 16.04 | 1,147.308 | 118.077 | 725.385 | |||
| 2 Dec | 24072.65 | 4.05 | -1.20 | 16.82 | 703.077 | 95 | 606.154 | |||
| 29 Nov | 24010.15 | 5.25 | -1.30 | 16.93 | 930.385 | 5 | 515.769 | |||
| 28 Nov | 23919.60 | 6.55 | -3.95 | 17.37 | 1,646.923 | 104.615 | 510.769 | |||
| 27 Nov | 24171.55 | 10.5 | 3.50 | 17.02 | 1,847.692 | 401.923 | 402.308 | |||
| 26 Nov | 24046.80 | 7 | 16.41 | 1.538 | 0.769 | 0.769 | ||||
For Nifty Financial Services - strike price 27100 expiring on 31DEC2024
Delta for 27100 CE is 0.01
Historical price for 27100 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3.75, which was -2.50 lower than the previous day. The implied volatity was 32.06, the open interest changed by 330 which increased total open position to 3235
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 6.25, which was -3.00 lower than the previous day. The implied volatity was 30.05, the open interest changed by 37 which increased total open position to 2905
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 9.25, which was 2.05 higher than the previous day. The implied volatity was 27.73, the open interest changed by -256 which decreased total open position to 2868
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 7.2, which was 0.85 higher than the previous day. The implied volatity was 23.58, the open interest changed by -507 which decreased total open position to 3131
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 19.55, the open interest changed by 484 which increased total open position to 3645
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 6.35, which was -2.15 lower than the previous day. The implied volatity was 17.11, the open interest changed by -497 which decreased total open position to 3156
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 8.5, which was -0.60 lower than the previous day. The implied volatity was 18.61, the open interest changed by 114 which increased total open position to 3699
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 9.1, which was 1.30 higher than the previous day. The implied volatity was 17.80, the open interest changed by 1517 which increased total open position to 3592
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 7.8, which was 0.45 higher than the previous day. The implied volatity was 16.79, the open interest changed by 304 which increased total open position to 2096
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 7.35, which was -0.50 lower than the previous day. The implied volatity was 16.81, the open interest changed by 96 which increased total open position to 1773
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 7.85, which was -1.10 lower than the previous day. The implied volatity was 16.00, the open interest changed by 78 which increased total open position to 1661
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 8.95, which was 2.45 higher than the previous day. The implied volatity was 15.71, the open interest changed by -306 which decreased total open position to 1521
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 6.5, which was 2.05 higher than the previous day. The implied volatity was 15.81, the open interest changed by -25 which decreased total open position to 1853
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 4.45, which was 0.40 higher than the previous day. The implied volatity was 16.04, the open interest changed by 307 which increased total open position to 1886
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 4.05, which was -1.20 lower than the previous day. The implied volatity was 16.82, the open interest changed by 247 which increased total open position to 1576
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 5.25, which was -1.30 lower than the previous day. The implied volatity was 16.93, the open interest changed by 13 which increased total open position to 1341
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 6.55, which was -3.95 lower than the previous day. The implied volatity was 17.37, the open interest changed by 272 which increased total open position to 1328
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 10.5, which was 3.50 higher than the previous day. The implied volatity was 17.02, the open interest changed by 1045 which increased total open position to 1046
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 16.41, the open interest changed by 2 which increased total open position to 2
| FINNIFTY 31DEC2024 27100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 2128 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 2128 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 27100 expiring on 31DEC2024
Delta for 27100 PE is -
Historical price for 27100 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 2128, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 2128, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
